FICO Xpress Optimization Examples Repository: Folio - Advanced modelling and solving tasks

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Folio - Advanced modelling and solving tasks

Description

Advanced modelling and solving tasks for a portfolio optimization problem:

Automated solver tuning (foliolptune.mos)
Defining an integer solution callback (foliocb.mos, callback specification by name: foliocbm.mos; using an 'mpsol' object: foliocb_sol.mos)
Using the solution enumerator for multiple MIP solutions (folioenumsol.mos)
Handling infeasibility
- handling infeasibility through deviation variables (folioinfeas.mos)
- retrieving infeasible row/column from presolve (folioinfcause.mos)
- retrieving IIS - LP, MIP, NLP infeasible (folioiis.mos, foliomiis.mos, folionliis.mos)
- using the built-in infeasibility repair functionality (foliorep.mos)
- same as foliorep, using an 'mpsol' object (foliorep_sol.mos)
Data transfer in memory
- running foliomemio.mos with data transfer in memory (runfolio.mos)
- same running foliomemio2.mos, grouping tables with identical index sets in "initializations" blocks (runfolio2.mos)
- main model running several model instances in parallel (runfoliopar.mos)
Remote models on a distributed architecture
- running foliomemio.mos on a remote instance of Mosel (runfoliodistr.mos)
- main model running several model instances in parallel, each on a different (remote) instance of Mosel (runfoliopardistr.mos)
Remote execution via XPRD
- See examples in the Mosel Whitepapers directory moselpar/XPRD
XML and JSON data formats
- reading data from an XML file, solution output in XML format on screen and to a new file (folioxml.mos, folioxmlqp.mos)
- generate HTML output file as an XML document (runfolioxml.mos)
- using JSON-format data files, reading data from a JSON file, solution output in JSON format on screen and to a new file (foliojson.mos)
HTTP
- starting an HTTP server managing requests from HTTP clients (foliohttpsrv.mos)
- HTTP client exchanging XML data files with an HTTP server (foliohttpclient.mos)

folioadv.zip

[download all files]

Source Files

By clicking on a file name, a preview is opened at the bottom of this page.

foliomip3.mos	[download]
foliomemio.mos	[download]
foliomemio2.mos	[download]
foliocbio.mos	[download]
foliocb.mos	[download]
foliocb_sol.mos	[download]
foliocbm.mos	[download]
folioenumsol.mos	[download]
folioinfeas.mos	[download]
folioinfcause.mos	[download]
folioiis.mos	[download]
foliomiis.mos	[download]
folionliis.mos	[download]
foliolptune.mos	[download]
foliorep.mos	[download]
foliorep_sol.mos	[download]
runfolio.mos	[download]
runfolio2.mos	[download]
runfoliopar.mos	[download]
runfoliodistr.mos	[download]
runfoliopardistr.mos	[download]
folioxml.mos	[download]
folioxmlqp.mos	[download]
runfolioxml.mos	[download]
foliojson.mos	[download]
foliohttpsrv.mos	[download]
foliohttpclient.mos	[download]

Data Files

folio5.dat	[download]
folio10.dat	[download]
folio250.dat	[download]
folioqp.dat	[download]
folio.xml	[download]
folioqp.xml	[download]
folioqpvar.xml	[download]
folio.json	[download]

folioqpvar.xml

<variance>
 <var ind1="1" ind2="1">0.1</var>
 <var ind1="2" ind2="2">19</var>
 <var ind1="2" ind2="3">-2</var>
 <var ind1="2" ind2="4">4</var>
 <var ind1="2" ind2="5">1</var>
 <var ind1="2" ind2="6">1</var>
 <var ind1="2" ind2="7">1</var>
 <var ind1="2" ind2="8">0.5</var>
 <var ind1="2" ind2="9">10</var>
 <var ind1="2" ind2="10">5</var>
 <var ind1="3" ind2="2">-2</var>
 <var ind1="3" ind2="3">28</var>
 <var ind1="3" ind2="4">1</var>
 <var ind1="3" ind2="5">2</var>
 <var ind1="3" ind2="6">1</var>
 <var ind1="3" ind2="7">1</var>
 <var ind1="3" ind2="9">-2</var>
 <var ind1="3" ind2="10">-1</var>
 <var ind1="4" ind2="2">4</var>
 <var ind1="4" ind2="3">1</var>
 <var ind1="4" ind2="4">22</var>
 <var ind1="4" ind2="6">1</var>
 <var ind1="4" ind2="7">2</var>
 <var ind1="4" ind2="9">3</var>
 <var ind1="4" ind2="10">4</var>
 <var ind1="5" ind2="2">1</var>
 <var ind1="5" ind2="3">2</var>
 <var ind1="5" ind2="5">4</var>
 <var ind1="5" ind2="6">-1.5</var>
 <var ind1="5" ind2="7">-2</var>
 <var ind1="5" ind2="8">-1</var>
 <var ind1="5" ind2="9">1</var>
 <var ind1="5" ind2="10">1</var>
 <var ind1="6" ind2="2">1</var>
 <var ind1="6" ind2="3">1</var>
 <var ind1="6" ind2="4">1</var>
 <var ind1="6" ind2="5">-1.5</var>
 <var ind1="6" ind2="6">3.5</var>
 <var ind1="6" ind2="7">2</var>
 <var ind1="6" ind2="8">0.5</var>
 <var ind1="6" ind2="9">1</var>
 <var ind1="6" ind2="10">1.5</var>
 <var ind1="7" ind2="2">1</var>
 <var ind1="7" ind2="3">1</var>
 <var ind1="7" ind2="4">2</var>
 <var ind1="7" ind2="5">-2</var>
 <var ind1="7" ind2="6">2</var>
 <var ind1="7" ind2="7">5</var>
 <var ind1="7" ind2="8">0.5</var>
 <var ind1="7" ind2="9">1</var>
 <var ind1="7" ind2="10">2.5</var>
 <var ind1="8" ind2="2">0.5</var>
 <var ind1="8" ind2="5">-1</var>
 <var ind1="8" ind2="6">0.5</var>
 <var ind1="8" ind2="7">0.5</var>
 <var ind1="8" ind2="8">1</var>
 <var ind1="8" ind2="9">0.5</var>
 <var ind1="8" ind2="10">0.5</var>
 <var ind1="9" ind2="2">10</var>
 <var ind1="9" ind2="3">-2</var>
 <var ind1="9" ind2="4">3</var>
 <var ind1="9" ind2="5">1</var>
 <var ind1="9" ind2="6">1</var>
 <var ind1="9" ind2="7">1</var>
 <var ind1="9" ind2="8">0.5</var>
 <var ind1="9" ind2="9">25</var>
 <var ind1="9" ind2="10">8</var>
 <var ind1="10" ind2="2">5</var>
 <var ind1="10" ind2="3">-1</var>
 <var ind1="10" ind2="4">4</var>
 <var ind1="10" ind2="5">1</var>
 <var ind1="10" ind2="6">1.5</var>
 <var ind1="10" ind2="7">2.5</var>
 <var ind1="10" ind2="8">0.5</var>
 <var ind1="10" ind2="9">8</var>
 <var ind1="10" ind2="10">16</var>
</variance>